Risk parity strategies, backtested and ready to copy.

Rules-based stock and ETF strategies shared by the Quantly community, each with at least a year of backtest history. Open one to see its results and current holdings.

StrategyCategoriesOut-of-sample sinceCAGRMax drawdownSharpe
Brian's Tweak (set dates April 1 2010 - Jan 3 2020)quantlyTrend following, Market timing, Risk parityOct 5, 202238.8%-56.6%1.09
Copy of Safer 20 Year Treasury Bonds with Leveraged Safety quantlyMarket timing, Risk parity, Defensive rotationOct 5, 202211.3%-46.9%0.69
A Better "LETF minimum drawdown" V2 | DJKeyholequantlyMarket timing, Risk parity, Defensive rotationOct 5, 202249.1%-46.3%1.93
A Better "LETF minimum drawdown" V1 | DJKeyholequantlyMarket timing, Risk parity, Volatility hedgeOct 5, 202248.1%-41.7%1.92
Black Swan 🦢 V4 5/28/22quantlyMarket timing, Risk parity, BondsOct 3, 202212.7%-20.2%0.61
Copy of Blend: Total Market Hedged (V 1.0) & Fund Surfing v2.0quantlyMarket timing, Risk parity, Defensive rotationOct 3, 202257.2%-56.6%1.22
Low DD Moderate GainquantlyMarket timing, Momentum, Volatility hedgeOct 1, 202248.7%-49.2%1.22
W/ Garen modquantlyMarket timing, Risk parity, Drawdown protectionSep 25, 202250.4%-31%1.39
Simple Regime Switching V2.2quantlyMarket timing, Risk parity, BondsSep 25, 202233.1%-29%1.25
Copy of Blend: Simple Regime Switching and Dip Buying with Leveraged Nasdaq (2x) DereckNielsen ModquantlyTrend following, Market timing, Leveraged ETFsSep 25, 202237.5%-25.3%1.38
Total Market Hedged (V 1.1)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202259.3%-36%1.49
Layer 1: Black Swan (RSI)quantlyMarket timing, Risk parity, Volatility hedgeSep 23, 202227.7%-22.2%1.12
Layer 2: Hedged Bear Market (v 1.1)quantlyMarket timing, Risk parity, Short hedgeSep 21, 202215.6%-43.3%0.72
Layer 2: Hedged Bull (v 1.1)quantlyTrend following, Market timing, Risk paritySep 21, 202229.6%-33.9%1.30
Layer 4: Standard Volatility Hedge (UUP/GLD)quantlyRisk parity, Buy and hold, CommoditiesSep 21, 20225.2%-12%0.90
SPY - Bull or HedgequantlyMarket timing, Risk parity, Volatility hedgeSep 20, 202249.6%-28%1.36
50/50 S&P 500/Commodities by DereckNielsen | "Fund Surfing" ModquantlyMarket timing, Risk parity, Drawdown protectionSep 19, 202235.9%-37.5%1.21
Black Swan 🦢 V5 5/28/22 by Garen PhillipsquantlyMarket timing, Risk parity, BondsSep 5, 202218.2%-24.4%0.71
2008 All-Stars Defense 🦢quantlyMarket timing, Defensive rotation, Risk parityAug 16, 202226.1%-42.5%0.88
TQQQ Daily 60d Bond Trend, 2d Bond Trend, Drawdown, VixquantlyMarket timing, Risk parity, Drawdown protectionApr 4, 202252.7%-59.6%1.21
rising rates HFEAquantlyBuy and hold, Risk parity, Leveraged ETFsFeb 18, 202215.8%-45.3%0.83
Copy the Dragon PortfolioquantlyMarket timing, Risk parity, Volatility hedgeFeb 12, 202212.2%-36.3%0.92
Ride the Oil TrendquantlyMomentum, Market timing, Risk parityFeb 12, 20229%-49%0.52
The Not Boring: Rising Rates with Vol SwitchquantlyMarket timing, Risk parity, Defensive rotationFeb 12, 202221.6%-28.1%1.07
Diversify with Gold & the DollarquantlyRisk parity, Buy and hold, CommoditiesFeb 12, 20225.2%-12%0.90
Diversified PortfolioquantlyBuy and hold, Broad market, Risk parityFeb 4, 202210.3%-57%0.59

Backtest results are hypothetical and do not guarantee future returns. Strategies are shared by Quantly users for research only and are not investment advice.

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